Mimicking the one-dimensional marginal distributions of stochastic diffusions

In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.

Cut-first branch-and-price-second for the capacitated arc-routing problem

This paper presents the first full-fledged branch-and-price (bap) algorithm for the capacitated arc-routing problem (CARP). Prior exact solution techniques either rely on cutting planes or the transformation of the CARP into a node-routing problem. The drawbacks are either models with inherent symmetry, dense underlying networks, or a formulation where edge flows in a potential solution do not allow the reconstruction of unique CARP tours. The proposed algorithm circumvents all these drawbacks by taking the beneficial ingredients from existing CARP methods and combining them in a new way. The first step is the solution of the one-index formulation of the CARP in order to produce strong cuts and an excellent lower bound. It is known that this bound is typically stronger than relaxations of a pure set-partitioning CARP model.rnSuch a set-partitioning master program results from a Dantzig-Wolfe decomposition. In the second phase, the master program is initialized with the strong cuts, CARP tours are iteratively generated by a pricing procedure, and branching is required to produce integer solutions. This is a cut-first bap-second algorithm and its main function is, in fact, the splitting of edge flows into unique CARP tours.

Regolazione della pompa elettrica del carburante a bassa pressione: Analisi dell'impatto sul consumo specifico di un motore a combustione interna

The trend of CO2 emission limit and fuel saving due to the oil price increase and are important drivers for engines development. The engine auxiliary devices electrification (g.e fuel pump) is a way to reduce the energy consumption, because it becomes possible to control them depending on engine operation point, this kid of management can be applied to the electric low-pressure pump. Usually the fuel delivery is performed at the maximum flow rate and a pressure regulator discharges the exceeding fuel amount inside the rail (gasoline engine) or upstream of the high pressure pump (common rail diesel engine). In this work it has been investigated the fuel saving achievable through a proper control of the electric fuel pump on a small common rail diesel engine, and a control architecture is proposed. The aim was to maximize the fuel economy without any impact on pressure control in the engine transient conditions. L'andamento del limite di emissioni di CO2 e il risparmio di carburante dovuto all'aumento del prezzo del petrolio sono fattori importanti per lo sviluppo dei motori. I dispositivi ausiliari, come la pompa del carburante, sono un modo per ridurre il consumo energetico, in quanto diventa possibile controllarli a seconda del punto di funzionamento del motore, questo tipo di gestione può essere applicato alla pompa elettrica a bassa pressione. Solitamente la portata del combustibile viene eseguita alla portata massima e un regolatore di pressione si scarica la quantità eccedente di carburante all'interno del rail (motore a benzina) o a monte della pompa a alta pressione (common rail motore diesel). In questo lavoro è stato studiato il risparmio di combustibile ottenibile attraverso un adeguato controllo della pompa elettrica del carburante su un piccolo motore diesel common rail e viene proposta una architettura di controllo. Lo scopo è quello di massimizzare il risparmio di carburante, senza alcun impatto sul controllo della pressione nelle condizioni transitorie del motore.

Liquid crystalline cellulose derivatives for mirrorless lasing

In this thesis cholesteric films made of liquid crystalline cellulose derivatives with improved optical properties were prepared. The choice of the solvent, hydrogen bond influencing additives, the synthetic realization of a very high degree of substitution on the cellulosic polymer and the use of mechanical stirring at the upper concentration limit of the liquid crystalline range were the basis for an improved alignment of the applied cellulose tricarbamates. In combination with a tuned substrate treatment and film preparation method, cholesteric films were obtained, with optical properties that were theoretically predicted and only known from low molecular weight liquid crystals so far. Subsequent polymerization allowed a permanent fixing of the alignment and the fabrication of free standing and insensitive films.rnThe incorporation of inorganic nanorods into the cholesteric host material was mediated with tailored block copolymers, available via controlled radical polymerization methods. In addition to the shape match between the rodlike mesogens of the host and the nanorods it was possible to increase the miscibility of both materials. Nevertheless, the size of the nanorods, in comparison to the mesogens, in these densely packed liquid crystalline phases as well as their long equilibration times were the reasons for phase separation. Nanorods are, in principle, valuable substitutes for organics, but their utilization in cellulosic CLC was not to be combined with a high quality alignment of the cholesteric structure.rnA swelling process of polymerized films in a dye solution or dissolving dyes in non-polymerized CLC was used for incorporation of the organic chromophores. With the first method the CLC could be aligned and polymerized without any disturbance due to dye molecules. The optical properties of dye and CLC were matched, with regard to mirrorless lasing devices. The dye was optically excited and laser emission supported by the cholesteric cavity was obtained. The polarization and wavelength of the emitted radiation as well as its bandwidth, the obtained interference pattern and threshold behavior of the emission proofed the feedback mechanism that was not believed to be realizable in liquid crystalline polymers. rnUtilization of a microfluidic co-flow injection device enabled us to transfer the properties of cellulosic CLC from the planar film shape to spherical micrometer sized particles. The pure material yielded particles with distorted mesogen alignment similar to films prepared by capillary flow. Dilution of the CLC with a solvent that migrated into the carrier phase during particle preparation provided the basis for particles with well ordered areas. rnAlthough cellulose derivatives were known for their liquid crystalline behavior for decades and synthesized in mass production, their application as feedback material was affected by bad optical properties. In comparison to low molar mass compounds, the low degree of order in the CLC phase was the cause. With the improved material, defined lasing emission was shown and characterized. Derivatives of cellulose are desirable materials, because, as a renewable resource, they are available in large amounts for a low price and need only simple derivatization reactions. The fabrication of CLC films with tunable lasing emission, for which this thesis can provide a starting point, is in good agreement with today's requirements of modern technology and its miniaturization.rn

On arc-routing problems

Das Basisproblem von Arc-Routing Problemen mit mehreren Fahrzeugen ist das Capacitated Arc-Routing Problem (CARP). Praktische Anwendungen des CARP sind z.B. in den Bereichen Müllabfuhr und Briefzustellung zu finden. Das Ziel ist es, einen kostenminimalen Tourenplan zu berechnen, bei dem alle erforderlichen Kanten bedient werden und gleichzeitig die Fahrzeugkapazität eingehalten wird. In der vorliegenden Arbeit wird ein Cut-First Branch-and-Price Second Verfahren entwickelt. In der ersten Phase werden Schnittebenen generiert, die dem Master Problem in der zweiten Phase hinzugefügt werden. Das Subproblem ist ein kürzeste Wege Problem mit Ressourcen und wird gelöst um neue Spalten für das Master Problem zu liefern. Ganzzahlige CARP Lösungen werden durch ein neues hierarchisches Branching-Schema garantiert. Umfassende Rechenstudien zeigen die Effektivität dieses Algorithmus. Kombinierte Standort- und Arc-Routing Probleme ermöglichen eine realistischere Modellierung von Zustellvarianten bei der Briefzustellung. In dieser Arbeit werden jeweils zwei mathematische Modelle für Park and Loop und Park and Loop with Curbline vorgestellt. Die Modelle für das jeweilige Problem unterscheiden sich darin, wie zulässige Transfer Routen modelliert werden. Während der erste Modelltyp Subtour-Eliminationsbedingungen verwendet, werden bei dem zweiten Modelltyp Flussvariablen und Flusserhaltungsbedingungen eingesetzt. Die Rechenstudie zeigt, dass ein MIP-Solver den zweiten Modelltyp oft in kürzerer Rechenzeit lösen kann oder bei Erreichen des Zeitlimits bessere Zielfunktionswerte liefert.

Perinatal care at the limit of viability between 22 and 26 completed weeks of gestation in Switzerland. 2011 revision of the Swiss recommendations

Perinatal care of pregnant women at high risk for preterm delivery and of preterm infants born at the limit of viability (22-26 completed weeks of gestation) requires a multidisciplinary approach by an experienced perinatal team. Limited precision in the determination of both gestational age and foetal weight, as well as biological variability may significantly affect the course of action chosen in individual cases. The decisions that must be taken with the pregnant women and on behalf of the preterm infant in this context are complex and have far-reaching consequences. When counselling pregnant women and their partners, neonatologists and obstetricians should provide them with comprehensive information in a sensitive and supportive way to build a basis of trust. The decisions are developed in a continuing dialogue between all parties involved (physicians, midwives, nursing staff and parents) with the principal aim to find solutions that are in the infant's and pregnant woman's best interest. Knowledge of current gestational age-specific mortality and morbidity rates and how they are modified by prenatally known prognostic factors (estimated foetal weight, sex, exposure or nonexposure to antenatal corticosteroids, single or multiple births) as well as the application of accepted ethical principles form the basis for responsible decision-making. Communication between all parties involved plays a central role. The members of the interdisciplinary working group suggest that the care of preterm infants with a gestational age between 22 0/7 and 23 6/7 weeks should generally be limited to palliative care. Obstetric interventions for foetal indications such as Caesarean section delivery are usually not indicated. In selected cases, for example, after 23 weeks of pregnancy have been completed and several of the above mentioned prenatally known prognostic factors are favourable or well informed parents insist on the initiation of life-sustaining therapies, active obstetric interventions for foetal indications and provisional intensive care of the neonate may be reasonable. In preterm infants with a gestational age between 24 0/7 and 24 6/7 weeks, it can be difficult to determine whether the burden of obstetric interventions and neonatal intensive care is justified given the limited chances of success of such a therapy. In such cases, the individual constellation of prenatally known factors which impact on prognosis can be helpful in the decision making process with the parents. In preterm infants with a gestational age between 25 0/7 and 25 6/7 weeks, foetal surveillance, obstetric interventions for foetal indications and neonatal intensive care measures are generally indicated. However, if several prenatally known prognostic factors are unfavourable and the parents agree, primary non-intervention and neonatal palliative care can be considered. All pregnant women with threatening preterm delivery or premature rupture of membranes at the limit of viability must be transferred to a perinatal centre with a level III neonatal intensive care unit no later than 23 0/7 weeks of gestation, unless emergency delivery is indicated. An experienced neonatology team should be involved in all deliveries that take place after 23 0/7 weeks of gestation to help to decide together with the parents if the initiation of intensive care measures appears to be appropriate or if preference should be given to palliative care (i.e., primary non-intervention). In doubtful situations, it can be reasonable to initiate intensive care and to admit the preterm infant to a neonatal intensive care unit (i.e., provisional intensive care). The infant's clinical evolution and additional discussions with the parents will help to clarify whether the life-sustaining therapies should be continued or withdrawn. Life support is continued as long as there is reasonable hope for survival and the infant's burden of intensive care is acceptable. If, on the other hand, the health car...

The Effects of Interstate Speed Limit Increases: Fatality Rates and Traffic Diversion Versus Speed Spillover

This thesis examines two panel data sets of 48 states from 1981 to 2009 and utilizes ordinary least squares (OLS) and fixed effects models to explore the relationship between rural Interstate speed limits and fatality rates and whether rural Interstate speed limits affect non-Interstate safety. Models provide evidence that rural Interstate speed limits higher than 55 MPH lead to higher fatality rates on rural Interstates though this effect is somewhat tempered by reductions in fatality rates for roads other than rural Interstates. These results provide some but not unanimous support for the traffic diversion hypothesis that rural Interstate speed limit increases lead to decreases in fatality rates of other roads. To the author’s knowledge, this paper is the first econometric study to differentiate between the effects of 70 MPH speed limits and speed limits above 70 MPH on fatality rates using a multi-state data set. Considering both rural Interstates and other roads, rural Interstate speed limit increases above 55 MPH are responsible for 39,700 net fatalities, 4.1 percent of total fatalities from 1987, the year limits were first raised, to 2009.